+130.0%
ASML vs CCJ
+75.2%
+54.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.3% | +0.7% | +3.4% |
| 7D | -9.0% | -7.3% | -1.7% | -6.3% |
| 30D | -21.0% | -20.0% | -1.0% | -14.1% |
| 3M | -16.3% | -23.8% | +7.5% | -7.8% |
| 6M | -7.5% | -42.4% | +34.9% | +11.7% |
| YTD | +34.0% | -22.1% | +56.1% | +44.6% |
| 1Y | +39.3% | -20.8% | +60.1% | +49.1% |
| All | +130.0% | +75.2% | +54.8% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CCJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling